Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations (Q550083)
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scientific article; zbMATH DE number 5926639
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| English | Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations |
scientific article; zbMATH DE number 5926639 |
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Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations (English)
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19 July 2011
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least squares estimator
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asymptotic distribution
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consistency
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discrete observations
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least squares method
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parameter estimation
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small \(\alpha\)-stable noises
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stable distribution
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stochastic differential equations
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0.907459557056427
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0.8978239893913269
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0.8878994584083557
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0.8820218443870544
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